+100.5%
SIMO vs CLBK
+65.7%
+34.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.5% | -9.5% |
| 7D | -16.9% | +4.6% | -21.5% | -16.6% |
| 30D | -35.4% | -1.5% | -33.9% | -34.9% |
| 3M | -31.9% | +4.4% | -36.3% | -31.4% |
| 6M | -19.3% | +31.7% | -51.0% | -20.4% |
| YTD | +98.5% | +58.7% | +39.8% | +93.9% |
| 1Y | +100.5% | +64.9% | +35.7% | +89.2% |
| All | +100.5% | +65.7% | +34.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling